^AEX vs. ^AW01
Compare and contrast key facts about AEX Index (^AEX) and FTSE All World (^AW01).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^AEX or ^AW01.
Correlation
The correlation between ^AEX and ^AW01 is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
^AEX vs. ^AW01 - Performance Comparison
Key characteristics
^AEX:
-0.17
^AW01:
0.35
^AEX:
-0.12
^AW01:
0.56
^AEX:
0.98
^AW01:
1.08
^AEX:
-0.16
^AW01:
0.31
^AEX:
-0.49
^AW01:
1.45
^AEX:
5.05%
^AW01:
3.43%
^AEX:
14.88%
^AW01:
14.00%
^AEX:
-71.60%
^AW01:
-59.48%
^AEX:
-10.16%
^AW01:
-10.31%
Returns By Period
In the year-to-date period, ^AEX achieves a -3.01% return, which is significantly higher than ^AW01's -5.44% return. Over the past 10 years, ^AEX has underperformed ^AW01 with an annualized return of 5.38%, while ^AW01 has yielded a comparatively higher 5.97% annualized return.
^AEX
-3.01%
-6.76%
-5.17%
-1.52%
10.81%
5.38%
^AW01
-5.44%
-5.52%
-6.68%
6.02%
10.21%
5.97%
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Risk-Adjusted Performance
^AEX vs. ^AW01 — Risk-Adjusted Performance Rank
^AEX
^AW01
^AEX vs. ^AW01 - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for AEX Index (^AEX) and FTSE All World (^AW01). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Drawdowns
^AEX vs. ^AW01 - Drawdown Comparison
The maximum ^AEX drawdown since its inception was -71.60%, which is greater than ^AW01's maximum drawdown of -59.48%. Use the drawdown chart below to compare losses from any high point for ^AEX and ^AW01. For additional features, visit the drawdowns tool.
Volatility
^AEX vs. ^AW01 - Volatility Comparison
AEX Index (^AEX) has a higher volatility of 11.06% compared to FTSE All World (^AW01) at 9.46%. This indicates that ^AEX's price experiences larger fluctuations and is considered to be riskier than ^AW01 based on this measure. The chart below showcases a comparison of their rolling one-month volatility.